arXiv subjects

Alexander Sikorski

Publications and source records attributed to Alexander Sikorski.

12 recordsLinked to original sources

arXiv2026

Importance sampling of unbounded random stopping times: computing committor functions and exit rates without reweighting

Rare events in molecular dynamics are often related to noise-induced transitions between different macroscopic states (e.g., in protein folding). A common feature of these rare transitions is that they happen on timescales that are on average exponentially long compared to the characteristic timescale of the system, with waiting time distributions that have (sub)exponential tails and infinite support. As a result, sampling such rare events can lead to trajectories that can be become arbitrarily long, with not too low probability, which makes the reweighting of such trajectories a real challenge. Here, we discuss rare event simulation by importance sampling from a variational perspective, with a focus on {the computation of committor functions and mean first exit times that both play a prominent role in molecular dynamics}. The idea is to design importance sampling schemes that (a) reduce the variance of a rare event estimator while controlling the average length of the trajectories and (b) that do not require the reweighting of possibly very long trajectories. In doing so, we study different stochastic control formulations for committor and mean first exit times, which we compare both from a theoretical and a computational point of view, including numerical studies of some benchmark examples.

math.PR↗

arXiv2026

Effective Dynamics and Transition Pathways from Koopman-Inspired Neural Learning of Collective Variables

The ISOKANN (Invariant Subspaces of Koopman Operators Learned by Artificial Neural Networks) framework provides a data-driven route to extract collective variables (CVs) and effective dynamics from complex molecular systems. In this work, we integrate the theoretical foundation of Koopman operators with Krylov-like subspace algorithms, and reduced dynamical modeling to build a coherent picture of how to describe metastable transitions in high-dimensional systems based on CVs. Starting from the identification of CVs based on dominant invariant subspaces, we derive the corresponding effective dynamics on the latent space and connect these to transition rates and times, committor functions, and transition pathways. The combination of Koopman-based learning and reduced-dimensional effective dynamics yields a principled framework for computing transition rates and pathways from simulation data. Numerical experiments on one-, two-, and three-dimensional benchmark potentials illustrate the ability of ISOKANN to reconstruct the coarse-grained kinetics and reproduce transition times across enthalpic and entropic barriers.

math.DS↗

arXiv2026

On-the-Fly Lifting of Coarse Reaction-Coordinate Paths to Full-Dimensional Transition Path Ensembles

Effective dynamics on a low-dimensional collective-variable (CV) or latent space can be simulated far more cheaply than the underlying high-dimensional stochastic system, but exploiting such coarse predictions requires lifting: turning a coarse CV trajectory into dynamically consistent full-dimensional states and path ensembles, without relying on global sampling of invariant or conditional fiber measures. We present a local, on-the-fly lifting strategy based on guided full-system trajectories. First an effective model in CV space is used to obtain a coarse reference trajectory. Then, an ensemble of full-dimensional trajectories is generated from a guided version of the original dynamics, where the guidance steers the trajectory to track the CV reference path. Because guidance biases the path distribution, we correct it via pathwise Girsanov reweighting, yielding a correct-by-construction importance-sampling approximation of the conditional law of the uncontrolled dynamics. We further connect the approach to stochastic optimal control, clarifying how coarse models can inform variance-reducing guidance for rare-event quantities. Numerical experiments demonstrate that inexpensive coarse transition paths can be converted into realistic full-system transition pathways (including barrier crossings and detours) and can accelerate estimation of transition pathways and statistics while providing minimal bias through weighted ensembles.

math.DS↗

arXiv2025

Revealing the Atomistic Mechanism of Rare Events in Molecular Dynamics

Interpretable reaction coordinates are essential for understanding rare conformational transitions in molecular dynamics. The Atomistic Mechanism Of Rare Events in Molecular Dynamics (AMORE-MD) framework enhances interpretability of deep-learned reaction coordinates by connecting them to atomistic mechanisms, without requiring any a priori knowledge of collective variables, pathways, or endpoints. Here, AMORE-MD employs the ISOKANN algorithm to learn a neural membership function $χ$ representing the dominant slow process, from which transition pathways are reconstructed as minimum-energy paths aligned with the gradient of $χ$, and atomic contributions are quantified through gradient-based sensitivity analysis. Iterative enhanced sampling further enriches transition regions and improves coverage of rare events enabling recovery of known mechanisms and chemically interpretable structural rearrangements at atomic resolution for the Müller-Brown potential, alanine dipeptide, and the elastin-derived hexapeptide VGVAPG.

physics.chem-ph↗

arXiv2024

Capturing the Macroscopic Behaviour of Molecular Dynamics with Membership Functions

Markov processes serve as foundational models in many scientific disciplines, such as molecular dynamics, and their simulation forms a common basis for analysis. While simulations produce useful trajectories, obtaining macroscopic information directly from microstate data presents significant challenges. This paper addresses this gap by introducing the concept of membership functions being the macrostates themselves. We derive equations for the holding times of these macrostates and demonstrate their consistency with the classical definition. Furthermore, we discuss the application of the ISOKANN method for learning these quantities from simulation data. In addition, we present a novel method for extracting transition paths from simulations based on the ISOKANN results and demonstrate its efficacy by applying it to simulations of the μ-opioid receptor. With this approach we provide a new perspective on the analysis of macroscopic behaviour of Markov systems.

physics.chem-ph↗

arXiv2024

Voronoi Graph -- Improved raycasting and integration schemes for high dimensional Voronoi diagrams

The computation of Voronoi Diagrams, or their dual Delauney triangulations is difficult in high dimensions. In a recent publication Polianskii and Pokorny propose an iterative randomized algorithm facilitating the approximation of Voronoi tesselations in high dimensions. In this paper, we provide an improved vertex search method that is not only exact but even faster than the bisection method that was previously recommended. Building on this we also provide a depth-first graph-traversal algorithm which allows us to compute the entire Voronoi diagram. This enables us to compare the outcomes with those of classical algorithms like qHull, which we either match or marginally beat in terms of computation time. We furthermore show how the raycasting algorithm naturally lends to a Monte Carlo approximation for the volume and boundary integrals of the Voronoi cells, both of which are of importance for finite Volume methods. We compare the Monte-Carlo methods to the exact polygonal integration, as well as a hybrid approximation scheme.

cs.CG↗

arXiv2023

Tensor-SqRA: Modeling the Transition Rates of Interacting Molecular Systems in terms of Potential Energies

Estimating the rate of rare conformational changes in molecular systems is one of the goals of Molecular Dynamics simulations. In the past decades, a lot of progress has been done in data-based approaches towards this problem. In contrast, model-based methods such as the Square Root Approximation (SqRA), directly derive these quantities from the potential energy functions. In this article we demonstrate how the SqRA formalism naturally blends with the tensor structure obtained by coupling multiple systems, resulting in the tensor-based Square Root Approximation (tSqRA). It enables efficient treatment of high-dimensional systems using the SqRA and provides an algebraic expression of the impact of coupling energies between molecular subsystems. Based on the tSqRA, we also develop the Projected Rate Estimation (PRE), a hybrid data-model-based algorithm that efficiently estimates the slowest rates for coupled systems. In addition, we investigate the possibility of integrating low-rank approximations within this framework to maximize the potential of the tSqRA.

physics.chem-ph↗

arXiv2022

Learning Koopman eigenfunctions of stochastic diffusions with optimal importance sampling and ISOKANN

For stochastic diffusion processes the dominant eigenfunctions of the corresponding Koopman operator contain important information about the slow-scale dynamics, that is, about the location and frequency of rare events. In this article, we reformulate the eigenproblem in terms of $χ$-functions in the ISOKANN framework and discuss how optimal control and importance sampling allows for zero variance sampling of these functions. We provide a new formulation of the ISOKANN algorithm allowing for a proof of convergence and incorporate the optimal control result to obtain an adaptive iterative algorithm alternating between importance sampling and $χ$-function approximation. We demonstrate the usage of our proposed method in experiments increasing the approximation accuracy by several orders of magnitude.

math.DS↗

arXiv2022

Spectral clustering of Markov chain transition matrices with complex eigenvalues

The Robust Perron Cluster Analysis (PCCA+) has become a popular spectral clustering algorithm for coarse-graining transition matrices of nearly decomposable Markov chains with transition states. Originally developed for reversible Markov chains, the algorithm only worked for transition matrices with real eigenvalues. In this paper, we therefore extend the theoretical framework of PCCA+ to Markov chains with a complex eigen-decomposition. We show that by replacing a complex conjugate pair of eigenvectors by their real and imaginary components, a real representation of the same subspace is obtained, which is suitable for the cluster analysis. We show that our approach leads to the same results as the generalized PCCA+ (GenPCCA), which replaces the complex eigen-decomposition by a conceptually more difficult real Schur decomposition. We apply the method on non-reversible Markov chains, including circular chains,and demonstrate its efficiency compared to GenPCCA. The experiments are performed in the Matlab programming language and codes are provided.

stat.ME↗

arXiv2020

The Augmented Jump Chain -- a sparse representation of time-dependent Markov jump processes

Modern methods of simulating molecular systems are based on the mathematical theory of Markov operators with a focus on autonomous equilibrated systems. However, non-autonomous physical systems or non-autonomous simulation processes are becoming more and more important. We present a representation of non-autonomous Markov jump processes as autonomous Markov chains on space-time. Augmenting the spatial information of the embedded Markov chain by the temporal information of the associated jump times, we derive the so-called augmented jump chain. The augmented jump chain inherits the sparseness of the infinitesimal generator of the original process and therefore provides a useful tool for studying time-dependent dynamics even in high dimensions. We furthermore discuss possible generalizations and applications to the computation of committor functions and coherent sets in the non-autonomous setting. After deriving the theoretical foundations we illustrate the concepts with a proof-of-concept Galerkin discretization of the transfer operator of the augmented jump chain applied to simple examples.

math.PR↗

arXiv2020

Objective Priors in the Empirical Bayes Framework

When dealing with Bayesian inference the choice of the prior often remains a debatable question. Empirical Bayes methods offer a data-driven solution to this problem by estimating the prior itself from an ensemble of data. In the nonparametric case, the maximum likelihood estimate is known to overfit the data, an issue that is commonly tackled by regularization. However, the majority of regularizations are ad hoc choices which lack invariance under reparametrization of the model and result in inconsistent estimates for equivalent models. We introduce a non-parametric, transformation invariant estimator for the prior distribution. Being defined in terms of the missing information similar to the reference prior, it can be seen as an extension of the latter to the data-driven setting. This implies a natural interpretation as a trade-off between choosing the least informative prior and incorporating the information provided by the data, a symbiosis between the objective and empirical Bayes methodologies.

stat.ME↗

arXiv2016

Empirical Bayes Methods for Prior Estimation in Systems Medicine

One of the main goals of mathematical modeling in systems medicine related to medical applications is to obtain patient-specific parameterizations and model predictions. In clinical practice, however, the number of available measurements for single patients is usually limited due to time and cost restrictions. This hampers the process of making patient-specific predictions about the outcome of a treatment. On the other hand, data are often available for many patients, in particular if extensive clinical studies have been performed. Therefore, before applying Bayes' rule \emph{separately} to the data of each patient (which is typically performed using a non-informative prior), it is meaningful to use empirical Bayes methods in order to construct an informative prior from all available data. We compare the performance of four priors -- a non-informative prior and priors chosen by nonparametric maximum likelihood estimation (NPMLE), by maximum penalized likelihood estimation (MPLE) and by doubly-smoothed maximum likelihood estimation (DS-MLE) -- by applying them to a low-dimensional parameter estimation problem in a toy model as well as to a high-dimensional ODE model of the human menstrual cycle, which represents a typical example from systems biology modeling.

stat.ME↗